Introduction to Credit Risk Modeling

Introduction to Credit Risk Modeling

Forfatter: Christian Bluhm, Ludger Overbeck, Christoph Wagner
Forlag: CRC Press
Udgave: 2
Udgivelsesdato: 2016
ISBN: 9781032920795

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Contains Nearly 100 Pages of New MaterialThe recent financial crisis has shown that credit risk in particular and finance in general remain important fields for the application of mathematical concepts to real-life situations. While continuing to focus on common mathematical approaches to model credit portfolios, Introduction to Credit Risk Modelin

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